Feasible smooth method based on Barzilai–Borwein method for stochastic linear complementarity problem |
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| Authors: | Xiangli Li Hongwei Liu Xiaojun Sun |
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| Institution: | 1.Department of Applied Mathematics,Xidian University,Xi’an,China;2.Department of Mathematics,Baoji University of Arts and Sciences,Baoji,China |
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| Abstract: | In this paper, we propose a feasible smooth method based on Barzilai–Borwein (BB) for stochastic linear complementarity problem.
It is based on the expected residual minimization (ERM) formulation for the stochastic linear complementarity problem. Numerical
experiments show that the method is efficient. |
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